+347.6%
RIO vs CP
+259.0%
+88.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -10.5% | +10.3% | -20.9% | -15.2% |
| 3M | -15.9% | +2.3% | -18.2% | -17.1% |
| 6M | -22.3% | +10.7% | -33.0% | -26.9% |
| YTD | +9.3% | +29.3% | -20.0% | -5.9% |
| 1Y | +23.0% | +31.5% | -8.4% | +5.0% |
| 3Y | +52.1% | +36.7% | +15.3% | +23.7% |
| 5Y | +88.9% | +26.8% | +62.1% | +56.9% |
| All | +347.6% | +259.0% | +88.6% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling